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SCHWEITZER 2012 Problem 11

    Let X1,X2,..X_1,X_2,.. be independent random variables with the same distribution, and let Sn=X1+X2+...+Xn,n=1,2,...S_n=X_1+X_2+...+X_n, n=1,2,... . For what real numbers cc is the following statement true: P(∣S2n2n−c∣⩽∣Snn−c∣)⩾12P\left(\left| \frac{S_{2n}}{2n}- c \right| \leqslant \left| \frac{S_n}{n}-c\right| \right)\geqslant \frac{1}{2}

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